Within AutoRun Wizard there is no option create a shortcut to your application and place it on the users desktop. However, some of our savvy customers have created a VB Script file that achieves the same thing.

Save the file as addshortcut.vbs (make sure there is not a .txt extension and it is only .vbs)

Then copy the newly created vbs file to your Base Folder. Once in your Base Folder you can auto launch the vbs file as part of your autorun. When the user inserts the cd, the shortcut will be copied to their desktop.